2015-10-14

optimization

In the phase-retrieval problem, there are many objective functions one can write down for the problem, and many optimizers one can use, and many initializations, and many schedules for switching among objectives and optimizers. I spent my research time today playing in this playground. I got nothing awesome—everything gets stuck in local optima (not surprisingly).

One of the optimization methods I figured out turns the problem into a quadratic program with quadratic constraints (QCQP). This is convex if the constraints themselves are properly signed. They aren't! When they aren't, QCQP is apparently NP-Hard. So either this is going to be a tough optimization or else I am going to solve P = NP! Have I mentioned that I hate optimization?

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